| 引用本文: | 邓自立, 高媛.按对角阵加权信息融合Kalman滤波器[J].控制理论与应用,2005,22(6):870~874.[点击复制] |
| DENG Zi-li,GAO Yuan.Information fusion in Kalman filter weighted by diagonal matrices[J].Control Theory and Technology,2005,22(6):870~874.[点击复制] |
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| 按对角阵加权信息融合Kalman滤波器 |
| Information fusion in Kalman filter weighted by diagonal matrices |
| 摘要点击 1796 全文点击 1311 投稿时间：2004-04-07 修订日期：2004-11-08 |
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| DOI编号 10.7641/j.issn.1000-8152.2005.6.005 |
| 2005,22(6):870-874 |
| 中文关键词 多传感器 按对角阵加权信息融合Kalman滤波器 实时信息融合 解耦信息融合Kalman滤波器 Lyapunov方程 现代时间序列分析方法 |
| 英文关键词 multisensor information fusion in Kalman filter weighted by diagonal matrices real time information fusion decoupled information fusion in Kalman filter Lyapunov equation modern time series analysis method |
| 基金项目 国家自然科学基金资助项目(60374026); 黑龙江大学自动控制重点实验室资助项目. |
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| 中文摘要 |
| 为了克服按矩阵加权信息融合非稳态Kalman滤波器的在线计算负担大的缺点,和按标量加权融合Kalman滤波器精度较低的缺点,应用现代时间序列分析方法,提出了按对角阵加权的线性最小方差多传感器信息融合稳态Kalman滤波器.它等价于状态分量按标量加权信息融合Kalman滤波器,实现了解耦信息融合Kalman滤波器.它的精度和计算负担介于按矩阵和按标量加权融合器两者之间,且便于实时应用.为了计算最优加权,提出了计算稳态滤波误差方差阵和协方差阵的Lyapunov方程.一个三传感器的雷达跟踪系统的仿真例子说明了其有效性. |
| 英文摘要 |
| In order to overcome the drawbacks that the information fusion in non-steady-state Kalman filter weighted by matrices requires a large on-line computational burden,and that the accuracy of the fused Kalman filter weighted by scalars is low,a multisensor information fusion in steady-state Kalman filter weighted by diagonal matrices is presented by the modern time series analysis method.It is equivalent to the information fusion in Kalman filters weighted by scalars for the state components,so that the decoupled information fusion in Kalman filters is achieved.Its accuracy and computational burden are between those weighted by matrices and weighted by scalars.It is suitable for real time applications.In order to compute the optimal weights,the Lyapunov equations for computing the filtering error variance and covariance matrices are also presented.A simulation example for an radar tracking system with three-sensor shows its effectiveness. |